CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9135 |
0.9136 |
0.0001 |
0.0% |
0.9140 |
High |
0.9140 |
0.9165 |
0.0025 |
0.3% |
0.9140 |
Low |
0.9118 |
0.9136 |
0.0018 |
0.2% |
0.9085 |
Close |
0.9125 |
0.9159 |
0.0034 |
0.4% |
0.9107 |
Range |
0.0022 |
0.0029 |
0.0007 |
31.8% |
0.0055 |
ATR |
0.0030 |
0.0031 |
0.0001 |
2.3% |
0.0000 |
Volume |
392 |
237 |
-155 |
-39.5% |
377 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9240 |
0.9229 |
0.9175 |
|
R3 |
0.9211 |
0.9200 |
0.9167 |
|
R2 |
0.9182 |
0.9182 |
0.9164 |
|
R1 |
0.9171 |
0.9171 |
0.9162 |
0.9177 |
PP |
0.9153 |
0.9153 |
0.9153 |
0.9156 |
S1 |
0.9142 |
0.9142 |
0.9156 |
0.9148 |
S2 |
0.9124 |
0.9124 |
0.9154 |
|
S3 |
0.9095 |
0.9113 |
0.9151 |
|
S4 |
0.9066 |
0.9084 |
0.9143 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9276 |
0.9246 |
0.9137 |
|
R3 |
0.9221 |
0.9191 |
0.9122 |
|
R2 |
0.9166 |
0.9166 |
0.9117 |
|
R1 |
0.9136 |
0.9136 |
0.9112 |
0.9124 |
PP |
0.9111 |
0.9111 |
0.9111 |
0.9104 |
S1 |
0.9081 |
0.9081 |
0.9102 |
0.9069 |
S2 |
0.9056 |
0.9056 |
0.9097 |
|
S3 |
0.9001 |
0.9026 |
0.9092 |
|
S4 |
0.8946 |
0.8971 |
0.9077 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9165 |
0.9085 |
0.0080 |
0.9% |
0.0024 |
0.3% |
93% |
True |
False |
173 |
10 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0026 |
0.3% |
67% |
False |
False |
147 |
20 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0023 |
0.3% |
67% |
False |
False |
119 |
40 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0023 |
0.2% |
82% |
False |
False |
89 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0028 |
0.3% |
90% |
False |
False |
77 |
80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
90% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9288 |
2.618 |
0.9241 |
1.618 |
0.9212 |
1.000 |
0.9194 |
0.618 |
0.9183 |
HIGH |
0.9165 |
0.618 |
0.9154 |
0.500 |
0.9151 |
0.382 |
0.9147 |
LOW |
0.9136 |
0.618 |
0.9118 |
1.000 |
0.9107 |
1.618 |
0.9089 |
2.618 |
0.9060 |
4.250 |
0.9013 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9156 |
0.9151 |
PP |
0.9153 |
0.9144 |
S1 |
0.9151 |
0.9136 |
|